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Learning causal graphs from multivariate time series is a ubiquitous challenge in all application domains dealing with time-dependent systems, such as in Earth sciences, biology, or engineering, to name a few. Recent developments for this…

Methodology · Statistics 2024-07-02 Kevin Debeire , Jakob Runge , Andreas Gerhardus , Veronika Eyring

On time-series data, most causal discovery methods fit a new model whenever they encounter samples from a new underlying causal graph. However, these samples often share relevant information which is lost when following this approach.…

Machine Learning · Computer Science 2022-02-24 Sindy Löwe , David Madras , Richard Zemel , Max Welling

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…

Machine Learning · Computer Science 2023-01-12 Haonan Chen , Bo Yuan Chang , Mohamed A. Naiel , Georges Younes , Steven Wardell , Stan Kleinikkink , John S. Zelek

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Machine Learning · Computer Science 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…

Machine Learning · Computer Science 2026-03-03 Gianlucca Zuin , Adriano Veloso

Causal discovery aims to uncover cause-and-effect relationships encoded in causal graphs by leveraging observational, interventional data, or their combination. The majority of existing causal discovery methods are developed assuming…

Machine Learning · Computer Science 2024-06-25 Muhammad Qasim Elahi , Lai Wei , Murat Kocaoglu , Mahsa Ghasemi

Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…

Machine Learning · Computer Science 2023-10-11 Xinyue Wang , Konrad Paul Kording

Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science. Many algorithms for Causal Discovery (CD) have…

Machine Learning · Computer Science 2026-02-19 Matteo Tusoni , Giuseppe Masi , Andrea Coletta , Aldo Glielmo , Viviana Arrigoni , Novella Bartolini

Discovering causal structures with latent variables from observational data is a fundamental challenge in causal discovery. Existing methods often rely on constraint-based, iterative discrete searches, limiting their scalability to large…

Machine Learning · Computer Science 2024-12-02 Parjanya Prashant , Ignavier Ng , Kun Zhang , Biwei Huang

Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant…

Machine Learning · Statistics 2021-12-15 Xu Wang , Ali Shojaie

Time-series causal discovery (TSCD) is a fundamental problem of machine learning. However, existing synthetic datasets cannot properly evaluate or predict the algorithms' performance on real data. This study introduces the CausalTime…

Machine Learning · Computer Science 2023-10-04 Yuxiao Cheng , Ziqian Wang , Tingxiong Xiao , Qin Zhong , Jinli Suo , Kunlun He

Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to…

Machine Learning · Computer Science 2026-01-26 Rujia Shen , Boran Wang , Chao Zhao , Yi Guan , Jingchi Jiang

In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across…

Machine Learning · Computer Science 2025-04-30 Erik Jahn , Karthik Karnik , Leonard J. Schulman

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

Algorithms for causal discovery have recently undergone rapid advances and increasingly draw on flexible nonparametric methods to process complex data. With these advances comes a need for adequate empirical validation of the causal…

Machine Learning · Statistics 2024-02-15 Konstantin Göbler , Tobias Windisch , Mathias Drton , Tim Pychynski , Steffen Sonntag , Martin Roth

The aim in many sciences is to understand the mechanisms that underlie the observed distribution of variables, starting from a set of initial hypotheses. Causal discovery allows us to infer mechanisms as sets of cause and effect…

Machine Learning · Computer Science 2025-03-05 Ashka Shah , Adela DePavia , Nathaniel Hudson , Ian Foster , Rick Stevens

The study of cause-and-effect is of the utmost importance in many branches of science, but also for many practical applications of intelligent systems. In particular, identifying causal relationships in situations that include hidden…

Machine Learning · Statistics 2024-10-14 Luca Castri , Sariah Mghames , Marc Hanheide , Nicola Bellotto

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

Machine Learning · Computer Science 2022-10-27 Wenbo Gong , Joel Jennings , Cheng Zhang , Nick Pawlowski

Causal discovery with time series data remains a challenging yet increasingly important task across many scientific domains. Convergent cross mapping (CCM) and related methods have been proposed to study time series that are generated by…

Machine Learning · Computer Science 2025-06-25 Kurt Butler , Daniel Waxman , Petar M. Djurić

Many important phenomena in scientific fields like climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. Inferring causal relationships from these data is a challenging…

Machine Learning · Computer Science 2025-06-17 Kun Wang , Sumanth Varambally , Duncan Watson-Parris , Yi-An Ma , Rose Yu